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[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd

1411 9.40 (0.67%)

Option Chain for LODHA

11 Dec 2024 04:13 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 450

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 131.75 0.00 1180 -1.15 1.15 45.84 187 66 116 -0.02
- 0 0 0 - 118.55 0.00 1200 -1.80 1.25 42.80 1,224 109 350 -0.03
0.00 0 0 0 0.00 120.00 0.00 1220 0.00 6.80 0.00 0 1 0 0.00
- 0 0 0 - 94.70 0.00 1240 -6.00 1.75 37.78 9 0 100 -0.04
0.00 0 0 0 0.00 109.95 0.00 1260 -4.00 3.00 38.08 110 -14 46 -0.06
- 37 0 25 - 133.90 13.50 1280 -5.40 3.70 35.73 103 17 45 -0.08
0.91 217 -19 40 31.93 118.25 0.25 1300 -5.90 5.80 35.64 210 -13 221 -0.11
0.81 87 -1 2 40.29 106.65 6.65 1320 -5.00 11.00 38.65 76 4 67 -0.18
0.80 79 -4 8 32.64 85.00 -3.00 1340 -7.95 13.05 35.52 38 -8 40 -0.22
0.74 145 -47 88 31.49 69.00 -6.50 1360 -7.85 19.15 36.49 67 27 107 -0.28
0.65 63 -29 142 34.37 58.45 -4.55 1380 -10.80 24.35 34.90 134 12 37 -0.35
0.58 567 -53 2,805 32.84 45.05 -6.95 1400 -8.70 35.05 37.07 337 53 92 -0.43
0.49 160 59 465 33.76 36.00 -6.75 1420 -3.75 49.25 40.85 28 2 6 -0.50
0.41 298 56 670 33.72 27.50 -7.05 1440 -9.95 55.60 36.42 22 9 16 -0.58
0.34 66 34 158 34.65 21.55 -6.00 1460 0.00 79.40 0.00 0 1 0 0.00
0.27 46 7 45 34.97 16.25 -5.70 1480 0.00 216.15 - 0 0 0 -
0.21 523 170 1,282 34.58 11.50 -4.85 1500 0.00 105.00 0.00 0 1 0 0.00
0.17 16 13 43 36.11 9.25 -3.35 1520 0.00 251.00 - 0 0 0 -
0.14 35 -16 47 37.45 7.40 -2.60 1540 0.00 268.95 - 0 0 0 -
0.11 64 -24 90 38.28 5.70 -2.30 1560 0.00 287.15 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1580 0.00 0.00 0.00 0 0 0 0.00
0.07 96 96 144 40.71 3.70 0.00 1600 0.00 324.35 - 0 0 0 -
2,499 1,243
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.